And four minutes later, Milan added a third when Brazilian Kaka, the most influential player in the first 45 minutes, unlocked Liverpool's defence with a brilliant pass that released Crespo for a clever chip over the onrushing Dudek.

Benitez made a change at half-time - introducing Hamman for Steve Finnan, who had a thigh injury.

Dudek produced a fine diving save from Shevchenko's free-kick to stop Liverpool going four down before Benitez's side launched an astonishing comeback.

Gerrard threw Liverpool a lifeline with a header from John Arne Riise's cross after 53 minutes, and when Dida fumbled in Smicer's tame 25-yard shot a minute later, they were alive again.

And Liverpool's recovery was complete on the hour when Gennaro Gattuso pulled down Gerrard in the area as he was poised to equalise.

Dida saved Alonso's spot-kick, but the Spanish midfield man followed up to score the rebound with Milan's defenders looking on in stunned disbelief.

The massed ranks of Liverpool supporters, who sat in desolation during the interval, were now in ecstasy and contemplating a victory that seemed impossible just 15 minutes earlier.

Dudek saves Shevchenko's penalty to clinch the cup for Liverpool

The final then reverted to a cat-and-mouse affair, but Djimi Traore rescued a poor personal display when he cleared off the line from Shevchenko after Dudek fumbled Crespo's cross.

Milan dominated possession in extra-time, and they were denied by a miracle double save by Dudek from Shevchenko with three minutes remaining.

He blocked Shevchenko's header then somehow diverted his shot over the top from only a yard out.

Serginho and Pirlo missed Milan's first two penalties, while Hamann and Djibril Cisse were on target for Liverpool.